Name: Introduction to Credit Risk Modeling
Price: 1834.95 DKK
Availability: InStock
Author: Christian Bluhm
ISBN: 9781584889922

Introduction to Credit Risk Modeling af Christian Bluhm

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Illustrating mathematical models for structured credit with practical examples, this book presents an introduction to the foundations of structured credit portfolio modeling. It features material on estimation of asset correlations, and benchmark correlations based on securitizations of benchmark portfolios in the market.

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Sprog:
Engelsk

ISBN:
9781584889922

Forlag:
Taylor & Francis Inc

Indbinding:
Hardback

Sideantal:
384

Udgivet:
2. Juni 2010

Udgave:
2

Størrelse:
241x155x25 mm.

Vægt:
706 g.

Leveringstid: 2-4 uger.
Forventet levering: 11. Maj 2024

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Illustrating mathematical models for structured credit with practical examples, this book presents an introduction to the foundations of structured credit portfolio modeling. It features material on estimation of asset correlations, and benchmark correlations based on securitizations of benchmark portfolios in the market.

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Business og læring > Økonomi og finans

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